Shell the shrimp, leaving the tails intact.,Make a shallow cut lengthwise down the back of shrimp; wash out and de-vein.,______,Make a shallow cut into the underside of each shrimp and insert a piece of pepper.,Wrap each shrimp with a bacon strip.,Thread 3 bacon/shrimp bundles onto each skewer, leaving a small space between bundles; baste with barbecue sauce.,Grill uncovered over medium coals for 4 to 5 minutes.,Turn, baste, and grill an additional 4 to 5 minutes or until bacon is crisp and shrimp has turned pink.,Serve on lettuce-lined plates with onion and additional barbecue sauce.